+113.7%
KLAC vs NOC
-10.0%
+123.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +6.9% |
| 7D | +5.7% | -5.2% | +10.9% | +4.9% |
| 30D | -3.6% | -7.2% | +3.6% | -4.6% |
| 3M | -12.8% | -5.1% | -7.7% | -12.6% |
| 6M | +26.1% | -31.1% | +57.1% | +34.6% |
| YTD | +53.3% | -8.6% | +61.9% | +51.2% |
| 1Y | +113.7% | -9.7% | +123.4% | +112.7% |
| All | +113.7% | -10.0% | +123.7% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling